Access Statistics for Heejoon Han

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates 0 0 0 105 0 3 14 334
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 0 3 13 18
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 0 3 11 229
Modeling and predicting the market volatility index: The case of VKOSPI 0 1 1 67 9 44 154 365
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 0 7 76
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 1 13 1 9 20 118
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 2 9 31 154
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 0 5 11 20
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 6 10 506
Total Working Papers 0 1 2 456 12 82 271 1,820

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility 0 0 0 27 0 1 7 89
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 0 41 0 5 13 155
Asymptotic Properties of GARCH-X Processes 0 1 1 26 0 6 18 84
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 0 75 0 5 22 240
Carry trades and endogenous regime switches in exchange rate volatility 0 0 1 19 0 6 15 89
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 0 1 11 76
Effects of the US stock market return and volatility on the VKOSPI 0 0 1 8 14 50 140 216
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 1 4 6 10 1 6 16 30
GARCH with omitted persistent covariate 0 0 0 7 0 3 10 51
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach 0 0 1 28 2 5 24 120
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 1 3 11 34 4 15 33 96
Non‐stationary non‐parametric volatility model 0 0 0 0 0 2 8 56
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea 0 0 0 12 1 3 9 75
The cross-quantilogram: Measuring quantile dependence and testing directional predictability across time-series and cross-sectional data 0 0 0 0 0 0 0 0
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 0 7 123 3 7 60 488
The tail behavior of safe haven currencies: A cross-quantilogram analysis 0 0 2 19 1 9 31 88
Time series properties of ARCH processes with persistent covariates 0 0 0 56 1 5 10 225
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 0 8 0 2 9 43
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 0 0 0 14 0 3 14 84
Total Journal Articles 2 8 30 507 27 134 450 2,305

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Statistics updated 2026-06-04